The purpose of this research study is to determine the safety, tolerance and effectiveness of Interleukin-2 (IL-2) in combination with highly active antiretroviral therapy (HAART), drugs that fight HIV, compared to HAART alone and to determine the best route of giving IL-2 in combination with this antiretroviral therapy. HAART is being given for its effectiveness to fight HIV infection and consists of one of the four combinations of drugs plus indinavir: ZDV + 3tc; ZDV+ddI; d4T+3TC; or d4T+ddI. IL-2 is an important substance which is naturally produced by the body's CD4 cells. People with HIV do not produce enough IL-2. IL-2 is being tested to see if it will increase the number of CD4 cells and boost the immune system.